Description

This analysis provides a forecast of VET prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-20 0.016637 0.018848 0.021261 0.024096 0.027337 0.030932 0.035229
2024-10-27 0.012565 0.015419 0.018809 0.023147 0.028570 0.035148 0.043773
2024-11-03 0.011074 0.014337 0.018440 0.024005 0.031398 0.040942 0.054290
2024-11-10 0.009953 0.013458 0.018076 0.024647 0.033829 0.046309 0.064739
2024-11-17 0.009076 0.012741 0.017765 0.025218 0.036101 0.051580 0.075561
2024-11-24 0.008106 0.011755 0.016934 0.024901 0.036994 0.054895 0.083835
2024-12-01 0.007331 0.010948 0.016245 0.024669 0.037916 0.058260 0.092472
2024-12-08 0.006686 0.010257 0.015642 0.024469 0.038815 0.061613 0.101392
2024-12-15 0.006319 0.009949 0.015575 0.025077 0.041016 0.067206 0.114583
2024-12-22 0.005815 0.009371 0.015024 0.024828 0.041757 0.070433 0.124048
2024-12-29 0.005583 0.009208 0.015117 0.025644 0.044356 0.077039 0.140228
2025-01-05 0.005073 0.008536 0.014304 0.024821 0.043995 0.078390 0.146868
2025-01-12 0.004684 0.008046 0.013771 0.024464 0.044473 0.081378 0.157139
2025-01-19 0.004246 0.007434 0.012976 0.023560 0.043858 0.082286 0.163476
2025-01-26 0.004122 0.007367 0.013137 0.024429 0.046668 0.089989 0.184466
2025-02-02 0.003976 0.007246 0.013187 0.025083 0.049119 0.097237 0.205421
2025-02-09 0.003831 0.007114 0.013201 0.025665 0.051476 0.104531 0.227404
2025-02-16 0.003584 0.006769 0.012781 0.025342 0.051935 0.107922 0.241113
2025-02-23 0.003369 0.006467 0.012422 0.025106 0.052546 0.111684 0.256136
2025-03-02 0.003177 0.006194 0.012094 0.024903 0.053202 0.115603 0.272017
2025-03-09 0.003086 0.006117 0.012154 0.025522 0.055724 0.123955 0.299761
2025-03-16 0.002913 0.005860 0.011824 0.025268 0.056252 0.127787 0.316721
2025-03-23 0.002856 0.005838 0.011981 0.026099 0.059357 0.137999 0.351464